C030.DE vs. ^GDAXI
C030.DE (Amundi DJ Switzerland Titans 30 UCITS ETF Dist) is Europe Equities fund tracking the Dow Jones Switzerland Titans 30, while ^GDAXI (DAX Performance Index) is an index. Over the past 10 years, C030.DE returned 11.67%/yr vs 10.32%/yr for ^GDAXI. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
C030.DE vs. ^GDAXI - Performance Comparison
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Returns By Period
In the year-to-date period, C030.DE achieves a 10.60% return, which is significantly higher than ^GDAXI's 1.02% return. Over the past 10 years, C030.DE has outperformed ^GDAXI with an annualized return of 11.67%, while ^GDAXI has yielded a comparatively lower 10.32% annualized return.
C030.DE
- 1D
- 0.86%
- 1M
- 4.86%
- YTD
- 10.60%
- 6M
- 10.67%
- 1Y
- 23.82%
- 3Y*
- 14.68%
- 5Y*
- 9.96%
- 10Y*
- 11.67%
^GDAXI
- 1D
- 0.00%
- 1M
- -1.77%
- YTD
- 1.02%
- 6M
- 1.64%
- 1Y
- 5.29%
- 3Y*
- 16.09%
- 5Y*
- 9.65%
- 10Y*
- 10.32%
C030.DE vs. ^GDAXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C030.DE Amundi DJ Switzerland Titans 30 UCITS ETF Dist | 10.60% | 18.43% | 7.60% | 16.13% | -13.62% | 31.65% | 4.07% | 33.96% | -8.34% | 9.75% |
^GDAXI DAX Performance Index | 1.02% | 23.01% | 18.85% | 20.31% | -12.35% | 15.79% | 3.55% | 25.48% | -18.26% | 12.51% |
Correlation
The correlation between C030.DE and ^GDAXI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2008 | 0.67 |
The correlation between C030.DE and ^GDAXI has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
C030.DE vs. ^GDAXI — Risk / Return Rank
C030.DE
^GDAXI
C030.DE vs. ^GDAXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) and DAX Performance Index (^GDAXI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.07 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 0.43 | +1.67 |
| Martin ratioReturn relative to average drawdown | 7.35 | 1.35 | +6.00 |
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Drawdowns
C030.DE vs. ^GDAXI - Drawdown Comparison
The maximum C030.DE drawdown since its inception was -49.39%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for C030.DE and ^GDAXI.
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Drawdown Indicators
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.39% | -72.68% | +23.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -12.27% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -16.01% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -26.40% | +7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -29.54% | -38.78% | +9.24% |
Current DrawdownCurrent decline from peak | 0.00% | -2.68% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -15.51% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.90% | -0.67% |
Volatility
C030.DE vs. ^GDAXI - Volatility Comparison
The current volatility for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) is 3.08%, while DAX Performance Index (^GDAXI) has a volatility of 3.38%. This indicates that C030.DE experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.38% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 13.05% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 15.91% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 17.04% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 18.16% | -2.42% |
Frequently Asked Questions
C030.DE and ^GDAXI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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